Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-18 0.369956 0.406795 0.447289 0.495396 0.551373 0.614929 0.693237
2025-05-25 0.313064 0.357603 0.409426 0.474992 0.556930 0.657622 0.793461
2025-06-01 0.283708 0.333753 0.394647 0.475738 0.583379 0.725225 0.933418
2025-06-08 0.268076 0.323533 0.393722 0.491635 0.629171 0.823190 1.133688
2025-06-15 0.251422 0.309637 0.385678 0.495881 0.658271 0.901465 1.322919
2025-06-22 0.235242 0.294480 0.373872 0.492641 0.674947 0.962718 1.499327
2025-06-29 0.221584 0.281335 0.363234 0.489261 0.690020 1.022909 1.689592
2025-07-06 0.206227 0.264578 0.345901 0.473726 0.683220 1.044277 1.810660
2025-07-13 0.199421 0.259222 0.344344 0.481838 0.715720 1.140265 2.117603
2025-07-20 0.192939 0.253778 0.342054 0.488276 0.745866 1.237516 2.466398
2025-07-27 0.184796 0.245336 0.334518 0.485248 0.758464 1.302296 2.762849
2025-08-03 0.178861 0.239756 0.330890 0.488232 0.782304 1.395305 3.183207
2025-08-10 0.168712 0.227527 0.316434 0.472029 0.768664 1.406181 3.374151
2025-08-17 0.158807 0.215194 0.301106 0.453094 0.747506 1.396204 3.496420
2025-08-24 0.153830 0.210144 0.297108 0.453838 0.765963 1.484710 4.024889
2025-08-31 0.152057 0.209906 0.300814 0.468701 0.815676 1.664750 5.076118
2025-09-07 0.148318 0.206358 0.298779 0.472674 0.842592 1.793051 6.055580
2025-09-14 0.143585 0.200990 0.293337 0.469656 0.853433 1.879444 6.938232
2025-09-21 0.139156 0.195901 0.288070 0.466503 0.863532 1.967123 7.969078
2025-09-28 0.133101 0.187933 0.277444 0.451998 0.844960 1.960428 8.371204
2025-10-05 0.131043 0.186389 0.277878 0.459575 0.880902 2.143628 10.584128
2025-10-12 0.128839 0.184497 0.277569 0.465586 0.913974 2.330989 13.455246
2025-10-19 0.125420 0.180437 0.273177 0.462759 0.923928 2.438376 15.924532